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grpSLOPE
View on CRAN: Click
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Download and install grpSLOPE package within the R console
Install from CRAN:
install.packages("grpSLOPE")
Install from Github:
library("remotes")
install_github("cran/grpSLOPE")
Install by package version:
library("remotes")
install_version("grpSLOPE", "0.3.3")
Attach the package and use:
library("grpSLOPE")
Maintained by
Alexej Gossmann
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2016-04-24
Latest Update: 2023-05-24
Description:
Group SLOPE (Group Sorted L1 Penalized Estimation) is
a penalized linear regression method that is used for adaptive
selection of groups of significant predictors in a high-dimensional
linear model. The Group SLOPE method can control the (group) false
discovery rate at a user-specified level (i.e., control the expected
proportion of irrelevant among all selected groups of predictors).
For additional information about the implemented methods please see
Brzyski, Gossmann, Su, Bogdan (2018) .
How to cite:
Alexej Gossmann (2016). grpSLOPE: Group Sorted L1 Penalized Estimation. R package version 0.3.3, https://cran.r-project.org/web/packages/grpSLOPE
Previous versions and publish date:
Other packages that cited grpSLOPE R package
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Other R packages that grpSLOPE depends,
imports, suggests or enhances
Functions, R codes and Examples using
the grpSLOPE R package
Some associated functions: SLOPE_solver . admmSolverGroupSLOPE . coef.grpSLOPE . getGroupID . grpSLOPE . lambdaGroupSLOPE . predict.grpSLOPE . proxGroupSortedL1 . prox_sorted_L1 . proximalGradientSolverGroupSLOPE . sigma .
Some associated R codes: RcppExports.R . SLOPE_solver.R . generics.R . grpslope.R . lambda_seq.R . optimization.R . prox.R . utils.R . Full grpSLOPE package functions and examples
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